CME Euro FX (E) Future September 2016
| Trading Metrics calculated at close of trading on 01-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2016 |
01-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1155 |
1.1174 |
0.0020 |
0.2% |
1.1263 |
| High |
1.1216 |
1.1236 |
0.0020 |
0.2% |
1.1284 |
| Low |
1.1141 |
1.1157 |
0.0016 |
0.1% |
1.1154 |
| Close |
1.1169 |
1.1226 |
0.0057 |
0.5% |
1.1182 |
| Range |
0.0076 |
0.0080 |
0.0004 |
5.3% |
0.0130 |
| ATR |
0.0070 |
0.0071 |
0.0001 |
1.0% |
0.0000 |
| Volume |
8,021 |
10,853 |
2,832 |
35.3% |
8,873 |
|
| Daily Pivots for day following 01-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1445 |
1.1415 |
1.1269 |
|
| R3 |
1.1365 |
1.1335 |
1.1247 |
|
| R2 |
1.1286 |
1.1286 |
1.1240 |
|
| R1 |
1.1256 |
1.1256 |
1.1233 |
1.1271 |
| PP |
1.1206 |
1.1206 |
1.1206 |
1.1214 |
| S1 |
1.1176 |
1.1176 |
1.1218 |
1.1191 |
| S2 |
1.1127 |
1.1127 |
1.1211 |
|
| S3 |
1.1047 |
1.1097 |
1.1204 |
|
| S4 |
1.0968 |
1.1017 |
1.1182 |
|
|
| Weekly Pivots for week ending 27-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1595 |
1.1518 |
1.1253 |
|
| R3 |
1.1465 |
1.1388 |
1.1217 |
|
| R2 |
1.1336 |
1.1336 |
1.1205 |
|
| R1 |
1.1259 |
1.1259 |
1.1193 |
1.1233 |
| PP |
1.1206 |
1.1206 |
1.1206 |
1.1193 |
| S1 |
1.1129 |
1.1129 |
1.1170 |
1.1103 |
| S2 |
1.1077 |
1.1077 |
1.1158 |
|
| S3 |
1.0947 |
1.1000 |
1.1146 |
|
| S4 |
1.0818 |
1.0870 |
1.1110 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1259 |
1.1141 |
0.0119 |
1.1% |
0.0069 |
0.6% |
72% |
False |
False |
4,761 |
| 10 |
1.1358 |
1.1141 |
0.0217 |
1.9% |
0.0067 |
0.6% |
39% |
False |
False |
3,329 |
| 20 |
1.1579 |
1.1141 |
0.0439 |
3.9% |
0.0066 |
0.6% |
19% |
False |
False |
2,250 |
| 40 |
1.1665 |
1.1141 |
0.0525 |
4.7% |
0.0074 |
0.7% |
16% |
False |
False |
1,329 |
| 60 |
1.1665 |
1.0898 |
0.0767 |
6.8% |
0.0081 |
0.7% |
43% |
False |
False |
993 |
| 80 |
1.1665 |
1.0898 |
0.0767 |
6.8% |
0.0077 |
0.7% |
43% |
False |
False |
761 |
| 100 |
1.1665 |
1.0865 |
0.0800 |
7.1% |
0.0073 |
0.7% |
45% |
False |
False |
616 |
| 120 |
1.1665 |
1.0829 |
0.0836 |
7.4% |
0.0071 |
0.6% |
47% |
False |
False |
515 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1574 |
|
2.618 |
1.1444 |
|
1.618 |
1.1365 |
|
1.000 |
1.1316 |
|
0.618 |
1.1285 |
|
HIGH |
1.1236 |
|
0.618 |
1.1206 |
|
0.500 |
1.1196 |
|
0.382 |
1.1187 |
|
LOW |
1.1157 |
|
0.618 |
1.1107 |
|
1.000 |
1.1077 |
|
1.618 |
1.1028 |
|
2.618 |
1.0948 |
|
4.250 |
1.0819 |
|
|
| Fisher Pivots for day following 01-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1216 |
1.1214 |
| PP |
1.1206 |
1.1203 |
| S1 |
1.1196 |
1.1191 |
|